Related papers: Diffusions with rank-based characteristics and val…
General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…
Wave equations containing spatial derivatives which are higher than second order arise naturally in the context of condensed matter systems. The solutions of such equations contain more than two modes and consequently, the range of possible…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
We consider diffusion on discrete measure spaces as encoded by Markovian semigroups arising from weighted graphs. We study whether the graph is uniquely determined if the diffusion is given up to order isomorphism. If the graph is recurrent…
We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
A new phenomenological model of turbulent fluctuations is constructed by considering the Lagrangian dynamics of 4 points (the tetrad). The closure of the equations of motion is achieved by postulating an anisotropic, i.e. tetrad shape…
We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…
This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting…
Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
We study diffusion and wave equations in networks. Combining semigroup and variational methods we obtain well-posedness and many nice properties of the solutions in general L^p -context. Following earlier articles of other authors, we…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
Discrete element method simulations of confined bidisperse granular shear flows elucidate the balance between diffusion and segregation that can lead to either mixed or segregated states, depending on confining pressure. Results indicate…
The leading Pollicott-Ruelle resonance is calculated analytically for a general class of two-dimensional area-preserving maps. Its wave number dependence determines the normal transport coefficients. In particular, a general exact formula…
We investigate the origin of diffusion in non-chaotic systems. As an example, we consider 1-$d$ map models whose slope is everywhere 1 (therefore the Lyapunov exponent is zero) but with random quenched discontinuities and quasi-periodic…
The dynamics of many natural systems is dominated by non-linear waves propagating through the medium. We show that the dynamics of non-linear wave fronts with positive surface tension can be formulated as a gradient system. The variational…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…